ReIns

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Functions from "Reinsurance: Actuarial and Statistical Aspects"

Roel Verbelen, Tom Reynkens

Last update: 3 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.12, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.4, 1.0.5, 1.0.6, 1.0.7, 1.0.8, 1.0.9, 1.0.10, 1.0.11, 1.0.13, 1.0.14

Source code repository: https://github.com/cran/ReIns

Description

Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <https://www.wiley.com/en-us/Reinsurance%3A+Actuarial+and+Statistical+Aspects-p-9780470772683>.

Cited In (5)

• Reinsurance. Actuarial and statistical aspects
• Compound unimodal distributions for insurance losses
• Phase-type distributions for claim severity regression modeling
• On automatic bias reduction for extreme expectile estimation
• OpVaR

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